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Credit Correlation

- Theory and Practice

About Credit Correlation

The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and techniques for credit portfolio modelling in the presence of CVA (Credit Value Adjustments).

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  • Language:
  • English
  • ISBN:
  • 9783319869735
  • Binding:
  • Paperback
  • Pages:
  • 456
  • Published:
  • August 29, 2018
  • Edition:
  • 12017
  • Dimensions:
  • 155x235x0 mm.
  • Weight:
  • 730 g.
Delivery: 1-2 weeks
Expected delivery: November 30, 2024

Description of Credit Correlation

The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and techniques for credit portfolio modelling in the presence of CVA (Credit Value Adjustments).

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